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The Identifiability of Independent Competing Risks Models with Multiple Spells

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  • Omori, Yoshiaki

Abstract

Models of independent competing risks with multiple spells are becoming popular in the analysis of economic duration data. This paper considers their identifiability. Copyright 1998 by Blackwell Publishing Ltd

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  • Omori, Yoshiaki, 1998. "The Identifiability of Independent Competing Risks Models with Multiple Spells," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 60(1), pages 107-116, February.
    • Handle: RePEc:bla:obuest:v:60:y:1998:i:1:p:107-16
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    Cited by:

    1. Horny, Guillaume & Picchio, Matteo, 2010. "Identification of lagged duration dependence in multiple-spell competing risks models," Economics Letters, Elsevier, vol. 106(3), pages 241-243, March.
    2. Bart Cockx & Matteo Picchio, 2012. "Are Short-lived Jobs Stepping Stones to Long-Lasting Jobs?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(5), pages 646-675, October.
    3. Gordana Paric & Paul Rilstone, 2000. "Nonparametric Identification of Latent Competing Risks and Roy Duration Models," Econometric Society World Congress 2000 Contributed Papers 0716, Econometric Society.
    4. Fermanian, Jean-David, 2003. "Nonparametric estimation of competing risks models with covariates," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 156-191, April.

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